Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 4.0278500761035 | Range | 9.2 | Trim Var. | 1.74960573476702 |
V(Y[t],d=1,D=0) | 0.245915492957746 | Range | 3.3 | Trim Var. | 0.0715732416710733 |
V(Y[t],d=2,D=0) | 0.403356136820925 | Range | 4.79999999999998 | Trim Var. | 0.137255504352279 |
V(Y[t],d=3,D=0) | 1.19608488612836 | Range | 8.1 | Trim Var. | 0.392990481226864 |
V(Y[t],d=0,D=1) | 4.17861202185792 | Range | 8.4 | Trim Var. | 2.58925253991292 |
V(Y[t],d=1,D=1) | 0.468474576271187 | Range | 4.09999999999999 | Trim Var. | 0.169797344514327 |
V(Y[t],d=2,D=1) | 0.724307422559907 | Range | 4.70000000000002 | Trim Var. | 0.316523947750364 |
V(Y[t],d=3,D=1) | 2.15819721718088 | Range | 8.29999999999998 | Trim Var. | 0.927601809954746 |
V(Y[t],d=0,D=2) | 10.4459438775510 | Range | 11.5000000000000 | Trim Var. | 7.0566144018583 |
V(Y[t],d=1,D=2) | 1.46168439716312 | Range | 6.8 | Trim Var. | 0.441300813008133 |
V(Y[t],d=2,D=2) | 2.19779833487513 | Range | 8.29999999999998 | Trim Var. | 0.760743902439034 |
V(Y[t],d=3,D=2) | 6.72481159420293 | Range | 14.2000000000000 | Trim Var. | 2.58881410256412 |